Determination of cointegrating rank in partially non-stationary processes via a generalised von-Neumann criterion
Year of publication: |
2004
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Authors: | Harris, D. ; Poskitt, D.S. |
Published in: |
The econometrics journal. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1368-4221, ZDB-ID 14122650. - Vol. 7.2004, 1, p. 191-217
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